+61.7%
IJR vs HAS
+215.8%
-154.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.1% | +3.3% | -3.2% | -0.8% |
| 30D | +2.6% | +30.5% | -27.9% | -5.4% |
| 3M | -4.3% | +29.9% | -34.2% | -11.8% |
| 6M | +2.7% | +26.5% | -23.8% | -5.0% |
| YTD | +18.5% | +51.9% | -33.5% | +2.0% |
| 1Y | +20.1% | +60.9% | -40.8% | +1.3% |
| All | +61.7% | +215.8% | -154.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling